NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Oct-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Oct-2014 | 
                    02-Oct-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.54 | 
                        89.81 | 
                        -0.73 | 
                        -0.8% | 
                        91.08 | 
                     
                    
                        | High | 
                        91.95 | 
                        90.31 | 
                        -1.64 | 
                        -1.8% | 
                        92.90 | 
                     
                    
                        | Low | 
                        89.47 | 
                        87.22 | 
                        -2.25 | 
                        -2.5% | 
                        89.87 | 
                     
                    
                        | Close | 
                        89.74 | 
                        89.88 | 
                        0.14 | 
                        0.2% | 
                        92.62 | 
                     
                    
                        | Range | 
                        2.48 | 
                        3.09 | 
                        0.61 | 
                        24.6% | 
                        3.03 | 
                     
                    
                        | ATR | 
                        1.81 | 
                        1.90 | 
                        0.09 | 
                        5.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        168,573 | 
                        149,530 | 
                        -19,043 | 
                        -11.3% | 
                        463,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.41 | 
                97.23 | 
                91.58 | 
                 | 
             
            
                | R3 | 
                95.32 | 
                94.14 | 
                90.73 | 
                 | 
             
            
                | R2 | 
                92.23 | 
                92.23 | 
                90.45 | 
                 | 
             
            
                | R1 | 
                91.05 | 
                91.05 | 
                90.16 | 
                91.64 | 
             
            
                | PP | 
                89.14 | 
                89.14 | 
                89.14 | 
                89.43 | 
             
            
                | S1 | 
                87.96 | 
                87.96 | 
                89.60 | 
                88.55 | 
             
            
                | S2 | 
                86.05 | 
                86.05 | 
                89.31 | 
                 | 
             
            
                | S3 | 
                82.96 | 
                84.87 | 
                89.03 | 
                 | 
             
            
                | S4 | 
                79.87 | 
                81.78 | 
                88.18 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.89 | 
                99.78 | 
                94.29 | 
                 | 
             
            
                | R3 | 
                97.86 | 
                96.75 | 
                93.45 | 
                 | 
             
            
                | R2 | 
                94.83 | 
                94.83 | 
                93.18 | 
                 | 
             
            
                | R1 | 
                93.72 | 
                93.72 | 
                92.90 | 
                94.28 | 
             
            
                | PP | 
                91.80 | 
                91.80 | 
                91.80 | 
                92.07 | 
             
            
                | S1 | 
                90.69 | 
                90.69 | 
                92.34 | 
                91.25 | 
             
            
                | S2 | 
                88.77 | 
                88.77 | 
                92.06 | 
                 | 
             
            
                | S3 | 
                85.74 | 
                87.66 | 
                91.79 | 
                 | 
             
            
                | S4 | 
                82.71 | 
                84.63 | 
                90.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.82 | 
                87.22 | 
                6.60 | 
                7.3% | 
                2.51 | 
                2.8% | 
                40% | 
                False | 
                True | 
                127,462 | 
                 
                
                | 10 | 
                93.82 | 
                87.22 | 
                6.60 | 
                7.3% | 
                2.00 | 
                2.2% | 
                40% | 
                False | 
                True | 
                107,602 | 
                 
                
                | 20 | 
                93.82 | 
                87.22 | 
                6.60 | 
                7.3% | 
                1.93 | 
                2.1% | 
                40% | 
                False | 
                True | 
                97,888 | 
                 
                
                | 40 | 
                96.98 | 
                87.22 | 
                9.76 | 
                10.9% | 
                1.66 | 
                1.8% | 
                27% | 
                False | 
                True | 
                80,567 | 
                 
                
                | 60 | 
                100.35 | 
                87.22 | 
                13.13 | 
                14.6% | 
                1.54 | 
                1.7% | 
                20% | 
                False | 
                True | 
                76,394 | 
                 
                
                | 80 | 
                103.66 | 
                87.22 | 
                16.44 | 
                18.3% | 
                1.42 | 
                1.6% | 
                16% | 
                False | 
                True | 
                72,002 | 
                 
                
                | 100 | 
                103.66 | 
                87.22 | 
                16.44 | 
                18.3% | 
                1.32 | 
                1.5% | 
                16% | 
                False | 
                True | 
                66,109 | 
                 
                
                | 120 | 
                103.66 | 
                87.22 | 
                16.44 | 
                18.3% | 
                1.26 | 
                1.4% | 
                16% | 
                False | 
                True | 
                61,848 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.44 | 
         
        
            | 
2.618             | 
            98.40 | 
         
        
            | 
1.618             | 
            95.31 | 
         
        
            | 
1.000             | 
            93.40 | 
         
        
            | 
0.618             | 
            92.22 | 
         
        
            | 
HIGH             | 
            90.31 | 
         
        
            | 
0.618             | 
            89.13 | 
         
        
            | 
0.500             | 
            88.77 | 
         
        
            | 
0.382             | 
            88.40 | 
         
        
            | 
LOW             | 
            87.22 | 
         
        
            | 
0.618             | 
            85.31 | 
         
        
            | 
1.000             | 
            84.13 | 
         
        
            | 
1.618             | 
            82.22 | 
         
        
            | 
2.618             | 
            79.13 | 
         
        
            | 
4.250             | 
            74.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Oct-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.51 | 
                                90.52 | 
                             
                            
                                | PP | 
                                89.14 | 
                                90.31 | 
                             
                            
                                | S1 | 
                                88.77 | 
                                90.09 | 
                             
             
         |